NYMEX Natural Gas Future April 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
5.440 |
5.368 |
-0.072 |
-1.3% |
5.486 |
High |
5.446 |
5.426 |
-0.020 |
-0.4% |
5.486 |
Low |
5.377 |
5.368 |
-0.009 |
-0.2% |
5.311 |
Close |
5.409 |
5.423 |
0.014 |
0.3% |
5.340 |
Range |
0.069 |
0.058 |
-0.011 |
-15.9% |
0.175 |
ATR |
0.119 |
0.115 |
-0.004 |
-3.7% |
0.000 |
Volume |
2,660 |
1,298 |
-1,362 |
-51.2% |
10,725 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.580 |
5.559 |
5.455 |
|
R3 |
5.522 |
5.501 |
5.439 |
|
R2 |
5.464 |
5.464 |
5.434 |
|
R1 |
5.443 |
5.443 |
5.428 |
5.454 |
PP |
5.406 |
5.406 |
5.406 |
5.411 |
S1 |
5.385 |
5.385 |
5.418 |
5.396 |
S2 |
5.348 |
5.348 |
5.412 |
|
S3 |
5.290 |
5.327 |
5.407 |
|
S4 |
5.232 |
5.269 |
5.391 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.904 |
5.797 |
5.436 |
|
R3 |
5.729 |
5.622 |
5.388 |
|
R2 |
5.554 |
5.554 |
5.372 |
|
R1 |
5.447 |
5.447 |
5.356 |
5.413 |
PP |
5.379 |
5.379 |
5.379 |
5.362 |
S1 |
5.272 |
5.272 |
5.324 |
5.238 |
S2 |
5.204 |
5.204 |
5.308 |
|
S3 |
5.029 |
5.097 |
5.292 |
|
S4 |
4.854 |
4.922 |
5.244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.471 |
5.310 |
0.161 |
3.0% |
0.090 |
1.7% |
70% |
False |
False |
2,062 |
10 |
5.639 |
5.310 |
0.329 |
6.1% |
0.085 |
1.6% |
34% |
False |
False |
2,192 |
20 |
5.886 |
5.310 |
0.576 |
10.6% |
0.111 |
2.0% |
20% |
False |
False |
2,130 |
40 |
5.886 |
5.170 |
0.716 |
13.2% |
0.119 |
2.2% |
35% |
False |
False |
2,336 |
60 |
6.255 |
5.170 |
1.085 |
20.0% |
0.127 |
2.3% |
23% |
False |
False |
2,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.673 |
2.618 |
5.578 |
1.618 |
5.520 |
1.000 |
5.484 |
0.618 |
5.462 |
HIGH |
5.426 |
0.618 |
5.404 |
0.500 |
5.397 |
0.382 |
5.390 |
LOW |
5.368 |
0.618 |
5.332 |
1.000 |
5.310 |
1.618 |
5.274 |
2.618 |
5.216 |
4.250 |
5.122 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
5.414 |
5.412 |
PP |
5.406 |
5.401 |
S1 |
5.397 |
5.391 |
|